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Add set for low-rank constrained SDP (#2198)
* Add set for low-rank constrained SDP * SetWithDotProducts * Fix format * Update docs/src/manual/standard_form.md * Add low rank matrix * Add bridge * Add copy * Updates * Fix * Add test for bridge * Fix format * Add tests * Add bridge * Fix format * Rename * Add conversions * Remove what was moved to LowRankOpt * Remove what was moved to LowRankOpt * Add test * Fix format * Add tests
1 parent 1be26a6 commit c3fad29

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5 files changed

+105
-30
lines changed

5 files changed

+105
-30
lines changed

‎src/Bridges/Variable/set_map.jl

Lines changed: 9 additions & 8 deletions
Original file line numberDiff line numberDiff line change
@@ -129,7 +129,7 @@ function MOI.get(
129129
bridge::SetMapBridge,
130130
)
131131
set = MOI.get(model, attr, bridge.constraint)
132-
return MOI.Bridges.map_set(typeof(bridge), set)
132+
return MOI.Bridges.map_set(bridge, set)
133133
end
134134

135135
function MOI.set(
@@ -149,7 +149,7 @@ function MOI.get(
149149
bridge::SetMapBridge,
150150
)
151151
value = MOI.get(model, attr, bridge.constraint)
152-
return MOI.Bridges.map_function(typeof(bridge), value)
152+
return MOI.Bridges.map_function(bridge, value)
153153
end
154154

155155
function MOI.get(
@@ -171,7 +171,7 @@ function MOI.get(
171171
if any(isnothing, value)
172172
return nothing
173173
end
174-
return MOI.Bridges.map_function(typeof(bridge), value, i)
174+
return MOI.Bridges.map_function(bridge, value, i)
175175
end
176176

177177
function MOI.supports(
@@ -192,7 +192,7 @@ function MOI.set(
192192
if value === nothing
193193
MOI.set(model, attr, bridge.variables[i.value], nothing)
194194
else
195-
bridged_value = MOI.Bridges.inverse_map_function(typeof(bridge), value)
195+
bridged_value = MOI.Bridges.inverse_map_function(bridge, value)
196196
MOI.set(model, attr, bridge.variables[i.value], bridged_value)
197197
end
198198
return
@@ -203,7 +203,7 @@ function MOI.Bridges.bridged_function(
203203
i::MOI.Bridges.IndexInVector,
204204
) where {T}
205205
func = MOI.Bridges.map_function(
206-
typeof(bridge),
206+
bridge,
207207
MOI.VectorOfVariables(bridge.variables),
208208
i,
209209
)
@@ -212,7 +212,7 @@ end
212212

213213
function unbridged_map(bridge::SetMapBridge{T}, vi::MOI.VariableIndex) where {T}
214214
F = MOI.ScalarAffineFunction{T}
215-
mapped = MOI.Bridges.inverse_map_function(typeof(bridge), vi)
215+
mapped = MOI.Bridges.inverse_map_function(bridge, vi)
216216
return Pair{MOI.VariableIndex,F}[bridge.variable=>mapped]
217217
end
218218

@@ -222,9 +222,10 @@ function unbridged_map(
222222
) where {T}
223223
F = MOI.ScalarAffineFunction{T}
224224
func = MOI.VectorOfVariables(vis)
225-
funcs = MOI.Bridges.inverse_map_function(typeof(bridge), func)
225+
funcs = MOI.Bridges.inverse_map_function(bridge, func)
226226
scalars = MOI.Utilities.eachscalar(funcs)
227+
# FIXME not correct for SetDotProducts, it won't recover the dot product variables
227228
return Pair{MOI.VariableIndex,F}[
228-
bridge.variables[i] => scalars[i] for i in eachindex(vis)
229+
bridge.variables[i] => scalars[i] for i in eachindex(bridge.variables)
229230
]
230231
end

‎src/Bridges/set_map.jl

Lines changed: 4 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -80,6 +80,10 @@ function map_function(::Type{BT}, func, i::IndexInVector) where {BT}
8080
return MOI.Utilities.eachscalar(map_function(BT, func))[i.value]
8181
end
8282

83+
function map_function(bridge::AbstractBridge, func, i::IndexInVector)
84+
return map_function(typeof(bridge), func, i)
85+
end
86+
8387
"""
8488
inverse_map_function(bridge::MOI.Bridges.AbstractBridge, func)
8589
inverse_map_function(::Type{BT}, func) where {BT}

‎src/Utilities/functions.jl

Lines changed: 8 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -638,18 +638,24 @@ end
638638
A type that allows iterating over the scalar-functions that comprise an
639639
`AbstractVectorFunction`.
640640
"""
641-
struct ScalarFunctionIterator{F<:MOI.AbstractVectorFunction,C}
641+
struct ScalarFunctionIterator{F<:MOI.AbstractVectorFunction,C,S} <:
642+
AbstractVector{S}
642643
f::F
643644
# Cache that can be used to store a precomputed datastructure that allows
644645
# an efficient implementation of `getindex`.
645646
cache::C
647+
function ScalarFunctionIterator(f::MOI.AbstractVectorFunction, cache)
648+
return new{typeof(f),typeof(cache),scalar_type(typeof(f))}(f, cache)
649+
end
646650
end
647651

648652
function ScalarFunctionIterator(func::MOI.AbstractVectorFunction)
649653
return ScalarFunctionIterator(func, scalar_iterator_cache(func))
650654
end
651655

652-
scalar_iterator_cache(func::MOI.AbstractVectorFunction) = nothing
656+
Base.size(s::ScalarFunctionIterator) = (MOI.output_dimension(s.f),)
657+
658+
scalar_iterator_cache(::MOI.AbstractVectorFunction) = nothing
653659

654660
function output_index_iterator(terms::AbstractVector, output_dimension)
655661
start = zeros(Int, output_dimension)

‎test/Bridges/set_map.jl

Lines changed: 80 additions & 20 deletions
Original file line numberDiff line numberDiff line change
@@ -22,7 +22,44 @@ end
2222

2323
MOI.dimension(::SwapSet) = 2
2424

25-
struct SwapBridge{T} <: MOI.Bridges.Constraint.SetMapBridge{
25+
struct VariableSwapBridge{T} <:
26+
MOI.Bridges.Variable.SetMapBridge{T,MOI.Nonnegatives,SwapSet}
27+
variables::MOI.Vector{MOI.VariableIndex}
28+
constraint::MOI.ConstraintIndex{MOI.VectorOfVariables,MOI.Nonnegatives}
29+
set::SwapSet
30+
end
31+
32+
function MOI.Bridges.Variable.bridge_constrained_variable(
33+
::Type{VariableSwapBridge{T}},
34+
model::MOI.ModelLike,
35+
set::SwapSet,
36+
) where {T}
37+
variables, constraint =
38+
MOI.add_constrained_variables(model, MOI.Nonnegatives(2))
39+
return VariableSwapBridge{T}(variables, constraint, set)
40+
end
41+
42+
MOI.Bridges.map_set(bridge::VariableSwapBridge, ::MOI.Nonnegatives) = bridge.set
43+
44+
function MOI.Bridges.inverse_map_set(bridge::VariableSwapBridge, set::SwapSet)
45+
if set.swap != bridge.set.swap
46+
error("Cannot change swap set")
47+
end
48+
return MOI.Nonnegatives(2)
49+
end
50+
51+
function MOI.Bridges.map_function(
52+
bridge::VariableSwapBridge,
53+
func,
54+
i::MOI.Bridges.IndexInVector,
55+
)
56+
return MOI.Bridges.map_function(bridge, func)[i.value]
57+
end
58+
59+
# Workaround until https://github.com/jump-dev/MathOptInterface.jl/issues/2117 is fixed
60+
MOI.Bridges.inverse_map_function(::VariableSwapBridge, a::Float64) = a
61+
62+
struct ConstraintSwapBridge{T} <: MOI.Bridges.Constraint.SetMapBridge{
2663
T,
2764
MOI.Nonnegatives,
2865
SwapSet,
@@ -34,7 +71,7 @@ struct SwapBridge{T} <: MOI.Bridges.Constraint.SetMapBridge{
3471
end
3572

3673
function MOI.Bridges.Constraint.bridge_constraint(
37-
::Type{SwapBridge{T}},
74+
::Type{ConstraintSwapBridge{T}},
3875
model::MOI.ModelLike,
3976
func::MOI.VectorOfVariables,
4077
set::SwapSet,
@@ -44,17 +81,24 @@ function MOI.Bridges.Constraint.bridge_constraint(
4481
MOI.VectorOfVariables(swap(func.variables, set.swap)),
4582
MOI.Nonnegatives(2),
4683
)
47-
return SwapBridge{T}(ci, set)
84+
return ConstraintSwapBridge{T}(ci, set)
4885
end
4986

50-
function MOI.Bridges.map_set(bridge::SwapBridge, set::SwapSet)
87+
function MOI.Bridges.map_set(bridge::ConstraintSwapBridge, set::SwapSet)
5188
if set.swap != bridge.set.swap
5289
error("Cannot change swap set")
5390
end
5491
return MOI.Nonnegatives(2)
5592
end
5693

57-
MOI.Bridges.inverse_map_set(bridge::SwapBridge, ::MOI.Nonnegatives) = bridge.set
94+
function MOI.Bridges.inverse_map_set(
95+
bridge::ConstraintSwapBridge,
96+
::MOI.Nonnegatives,
97+
)
98+
return bridge.set
99+
end
100+
101+
const SwapBridge{T} = Union{VariableSwapBridge{T},ConstraintSwapBridge{T}}
58102

59103
function MOI.Bridges.map_function(bridge::SwapBridge, func)
60104
return swap(func, bridge.set.swap)
@@ -90,19 +134,10 @@ function swap(f::MOI.VectorOfVariables, do_swap::Bool)
90134
return MOI.VectorOfVariables(swap(f.variables, do_swap))
91135
end
92136

93-
function runtests()
94-
for name in names(@__MODULE__; all = true)
95-
if startswith("$(name)", "test_")
96-
@testset "$(name)" begin
97-
getfield(@__MODULE__, name)()
98-
end
99-
end
100-
end
101-
return
102-
end
103-
104137
function test_other_error()
105-
model = MOI.Bridges.Constraint.SingleBridgeOptimizer{SwapBridge{Float64}}(
138+
model = MOI.Bridges.Constraint.SingleBridgeOptimizer{
139+
ConstraintSwapBridge{Float64},
140+
}(
106141
MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
107142
)
108143
x = MOI.add_variables(model, 2)
@@ -123,8 +158,11 @@ function test_other_error()
123158
)
124159
return
125160
end
126-
function test_not_invertible()
127-
model = MOI.Bridges.Constraint.SingleBridgeOptimizer{SwapBridge{Float64}}(
161+
162+
function test_constraint_not_invertible()
163+
model = MOI.Bridges.Constraint.SingleBridgeOptimizer{
164+
ConstraintSwapBridge{Float64},
165+
}(
128166
MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
129167
)
130168
x = MOI.add_variables(model, 2)
@@ -162,7 +200,7 @@ end
162200
function test_runtests()
163201
for do_swap in [false, true]
164202
MOI.Bridges.runtests(
165-
SwapBridge,
203+
ConstraintSwapBridge,
166204
model -> begin
167205
x = MOI.add_variables(model, 2)
168206
func = MOI.VectorOfVariables(x)
@@ -176,6 +214,28 @@ function test_runtests()
176214
MOI.add_constraint(model, func, set)
177215
end,
178216
)
217+
MOI.Bridges.runtests(
218+
VariableSwapBridge,
219+
model -> begin
220+
set = SwapSet(do_swap, NONE)
221+
x = MOI.add_constrained_variables(model, set)
222+
end,
223+
model -> begin
224+
set = MOI.Nonnegatives(2)
225+
x = MOI.add_constrained_variables(model, set)
226+
end,
227+
)
228+
end
229+
return
230+
end
231+
232+
function runtests()
233+
for name in names(@__MODULE__; all = true)
234+
if startswith("$(name)", "test_")
235+
@testset "$(name)" begin
236+
getfield(@__MODULE__, name)()
237+
end
238+
end
179239
end
180240
return
181241
end

‎test/Utilities/functions.jl

Lines changed: 4 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -434,6 +434,8 @@ end
434434
function test_iteration_and_indexing_on_VectorOfVariables()
435435
f = MOI.VectorOfVariables([z, w, x, y])
436436
it = MOI.Utilities.eachscalar(f)
437+
@test it isa AbstractVector{MOI.VariableIndex}
438+
@test size(it) == (4,)
437439
@test length(it) == 4
438440
@test eltype(it) == MOI.VariableIndex
439441
@test collect(it) == [z, w, x, y]
@@ -454,6 +456,8 @@ function test_indexing_on_VectorAffineFunction()
454456
[2, 7, 5],
455457
)
456458
it = MOI.Utilities.eachscalar(f)
459+
@test it isa AbstractVector{MOI.ScalarAffineFunction{Int}}
460+
@test size(it) == (3,)
457461
@test length(it) == 3
458462
@test eltype(it) == MOI.ScalarAffineFunction{Int}
459463
g = it[2]

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